[R] simulation of PowerGARCH,Threshold GARCH,and GJR GARCH

Amon kiregu @monk|regu @end|ng |rom gm@||@com
Mon Mar 25 07:44:57 CET 2019


what is the r code for  simulating PowerGARCH,Threshold GARCH,and GJR GARCH
in order to capture heteroscedasticity,volatility clustering,etc,,so that i
can have simulation of mean part and simulation on innovation part.
thanks

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